Job Description
We're urgently seeking a highly skilled Equity Options Data Analyst to join our dynamic financial team in Indianapolis. This pivotal role requires deep expertise in options pricing models, volatility analysis, and large-scale data manipulation. You'll transform complex market data into actionable insights that drive our trading strategies and risk management frameworks. Our cutting-edge platform processes terabytes of options data daily, and we need a technical expert to optimize workflows and deliver predictive analytics. This is a mission-critical position with direct impact on portfolio performance and market positioning.
Responsibilities
- Design and implement automated pipelines for options market data ingestion and validation
- Analyze implied volatility surfaces, Greeks, and option pricing models using statistical methods
- Develop dashboards and reports for options trading desk and risk management teams
- Collaborate with quantitative researchers to refine options valuation models
- Monitor options market anomalies and alert on significant deviations
- Document data methodologies and maintain data quality standards
- Support ad-hoc analysis for exotic options structures and market events
Qualifications
- Bachelor's degree in Finance, Mathematics, Statistics, or Computer Science (MS/MBA preferred)
- 3+ years of experience with equity derivatives data analysis
- Proficiency in Python (Pandas, NumPy) and SQL for data manipulation
- Expertise in options pricing models (Black-Scholes, Binomial, Monte Carlo)
- Familiarity with options exchanges (CBOE, OCC) and market data feeds
- Strong statistical analysis and time-series forecasting skills
- Experience with visualization tools (Tableau, Power BI) and cloud platforms (AWS/GCP)
- Detail-oriented problem-solver with ability to handle large datasets